V-Lab: Thaai Casting Limited Asy. MEM Volatility Analysis

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V-Lab

Thaai Casting Limited Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, January 28th, 2025:53.27% (+0.09%)

Analysis last updated: Tuesday, January 28, 2025 at 11:20 PM UTC

Date Range:

from

to

6M ·

Parameter Estimates

	param	t-stat
$ω$	0.1170	0.76
$α$	0.0000	0.00
$β$	0.9787	157.92
$γ$	0.0140	1.12

Estimation Period:
Feb 23, 2024 to Jan 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts